## Select observation at t+5

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Posts: 16

# Select observation at t+5

I attempted to calculate a formula based on price at different time (). More specifically, donates the first price observed at least 5 minutes after the price which is measured.

The following code is used to create a variable that represents .

```data WANT;
set  HAVE nobs=nobs;
do _i = _n_ to nobs until(other_date > date_l_);
set  HAVE(
rename=(    _ric=other_ric
date_l_= other_date
price = other_price
new_time = other_time)
keep=_ric date_l_ price int1min new_time)
point=_i;
if other_ric=_ric and new_time > new_time+300 and other_date = date_l_ then do;
new_price = other_price;
leave;
end;
end;
drop other_: ;
run;    ```

However, the code did not work correctly at all time. As shown in the pic, the `new_price` is correct in green rectangle but is incorrect in red rectangle. Could anyone help me to solve this problem? I attached a sample of data as well.

Accepted Solutions
Solution
‎02-28-2018 06:39 PM
Posts: 5,543

## Re: Select observation at t+5

Shouldn't it be

if other_ric=_ric and other_time > new_time+300 and other_date = date_l_ then do;

PG

All Replies
Solution
‎02-28-2018 06:39 PM
Posts: 5,543

## Re: Select observation at t+5

Shouldn't it be

if other_ric=_ric and other_time > new_time+300 and other_date = date_l_ then do;

PG
☑ This topic is solved.